+1.5%
SMR vs TEL
+55.2%
-53.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.5% |
| 7D | +4.7% | -2.3% | +7.0% | +6.7% |
| 30D | +3.2% | -6.1% | +9.3% | +8.6% |
| 3M | +9.9% | +1.7% | +8.2% | +7.8% |
| 6M | -15.1% | +1.6% | -16.7% | -18.7% |
| YTD | -27.9% | -9.1% | -18.9% | -24.0% |
| 1Y | -70.2% | -1.7% | -68.6% | -70.3% |
| 3Y | +72.5% | +67.3% | +5.1% | +14.8% |
| All | +1.5% | +55.2% | -53.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling